maIn       resEarcH       TeacHing         OM semInar        casUal semInar

Theory & Applications of Stochastic Systems  (B60.4312.01)

• This course discusses, at an advanced (but non-measure-theoretic) level, applied probability concepts and tools that are appropriate for the analysis of stochastic systems. Doctoral students in Operations Management, Finance and Economics may find this course useful. The theory is in fact motivated via accompanying applications chosen from production, inventory theory, finance, risk analysis and more.

 

·         Instructor:    Victor F. Araman

                        KMC 8-74. Tel: x 8 4017

                        Email: varaman@stern.nyu.edu

                        

• The class will meet on Thursdays in KMC 5-90 from 12:30 - 3:30pm.

 

Handouts	File (pdf)	Handouts	File (pdf)
Syllabus	Syll	Lecture 6
Lecture 1	L1	Lecture 7	L7
Lecture 2	L2	Lecture 8
Lecture 3	L3	Lecture 9
Lecture 4	L4	Lecture 10	L10
Lecture 5	L5	Lecture 11	L11

 

Homeworks	File (pdf)
HW1	HW1
HW2	HW2
HW3	HW3
HW4	HW4

        

• The grade will be based on HWs (25%), Paper presentation (25%) and Final (50%).